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DPGT.L vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPGT.L vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DPGT.L is traded in GBP, while IWVL.L is traded in USD. To make them comparable, the IWVL.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPGT.L achieves a 8.01% return, which is significantly lower than IWVL.L's 35.68% return.


DPGT.L

1D
0.04%
1M
2.54%
YTD
8.01%
6M
1Y
3Y*
5Y*
10Y*

IWVL.L

1D
0.01%
1M
16.19%
YTD
35.68%
6M
39.01%
1Y
69.11%
3Y*
27.36%
5Y*
17.68%
10Y*
13.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPGT.L vs. IWVL.L - Yearly Performance Comparison


Correlation

The correlation between DPGT.L and IWVL.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 23, 2025

0.58

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Return for Risk

DPGT.L vs. IWVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DPGT.L

IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DPGT.L vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DPGT.L vs. IWVL.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DPGT.LIWVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

0.76

+0.92

Drawdowns

DPGT.L vs. IWVL.L - Drawdown Comparison

The maximum DPGT.L drawdown since its inception was -7.65%, smaller than the maximum IWVL.L drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for DPGT.L and IWVL.L.


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Drawdown Indicators


DPGT.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.65%

-28.56%

+20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-1.98%

-4.52%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

DPGT.L vs. IWVL.L - Volatility Comparison


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Volatility by Period


DPGT.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

14.79%

-4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

14.34%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.77%

16.05%

-5.28%

DPGT.L vs. IWVL.L - Expense Ratio Comparison

DPGT.L has a 0.44% expense ratio, which is higher than IWVL.L's 0.25% expense ratio.


Dividends

DPGT.L vs. IWVL.L - Dividend Comparison

Neither DPGT.L nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DPGT.L and IWVL.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWVL.L is cheaper with a 0.25% expense ratio, compared with 0.44% for DPGT.L.

They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.44% for DPGT.L and 0.25% for IWVL.L.

Portfolio Optimizer

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